RESEARCHER INFO
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Dr. Teh Raihana Nazirah binti Roslan
OYAGSB Kuala Lumpur
Othman Yeop Abdullah Graduate School of Business
raihana@uum.edu.my
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RESEARCH PROFILE

Scopus Publons ORCiD Research Gate Google Scholar

ACADEMIC QUALIFICATION

12020, Post Degree Diploma Pembelajaran & Pengajaran Pendidikan Tinggi, UUM, Universiti Utara Malaysia
22016, PhD Matematik Kewangan, Auckland University Of Technology, New Zealand
32011, Masters Matematik, UKM, Universiti Kebangsaan Malaysia
42008, Bachelor of Science Matematik Pengurusan, UITM, Universiti Teknologi MARA
52005, Certificate Matrikulasi (Sains Hayat), KOLEJ MATRIKULASI, Lain-lain

AWARD

1 Keynote Speaker, Virtual International Conference on Current and Trending Issues in Education and Social Sciences, 2022, Antarabangsa
2 Best Paper Award, International Research Conference (WASET), 2020, Antarabangsa
3 Anugerah Perkhidmatan Cemerlang, Universiti Utara Malaysia, 2018, Universiti

RECOGNITION

1 PANEL PENILAI,REVIEWER,Antarabangsa,2019
2 BUSINESS,Fellow of the Institute,Antarabangsa,2023
3 REVIEWER,REVIEW EDITOR,Antarabangsa,2023
4 KEYNOTE SPEAKER,keynote speaker,Antarabangsa,2022
5 REVIEWER,Reviewer,Antarabangsa,2046
6 PANEL PENILAI, Reviewer,Antarabangsa,2020
7 TRAINER,Business Driven Digital Stategy and Data Analytics,Antarabangsa,2023
8 PENDIDIKAN TINGGI,Participant,Antarabangsa,2022
9 PESERTA PROGRAM,INSPIRATIONAL ACADEMICIAN PROGRAMME (IAP),Universiti,2021
10 FELO BERSEKUTU,Felo Penyelidik Bersekutu,Universiti,2021
11 MATEMATIK,Markah prestasi cemerlang 100%,Universiti,2021
12 PANEL PENILAI,Penilai Cadangan Penyelidikan FRGS,Pusat Pengajian/Jabatan,2019
13 MENTOR,Mentor pementoran penyelidikan,Pusat Pengajian/Jabatan,2022
14 PANEL PENILAI, Penilai Cadangan Penyelidikan FRGS-RACER 2019,Pusat Pengajian/Jabatan,2019
15 PANEL PENILAI,Penilai Proposal,Pusat Pengajian/Jabatan,2020
16 PANEL PENILAI,Penilai Proposal,Pusat Pengajian/Jabatan,2020
17 PANEL PENILAI,SECOND EXAMINER,Pusat Pengajian/Jabatan,2022
18 PANEL PENILAI, Reviewer,Pusat Pengajian/Jabatan,2021
19 PANEL PENILAI,REVIEWER,Pusat Pengajian/Jabatan,2023
20 PANEL PENILAI,PENILAI,Pusat Pengajian/Jabatan,2021
21 REVIEWER,REVIEWER,Pusat Pengajian/Jabatan,2023
22 PANEL PENILAI,OBSERVER,Pusat Pengajian/Jabatan,2023
23 REVIEWER,REVIEWER,Pusat Pengajian/Jabatan,2023
24 REVIEWER,REVIEWER,Pusat Pengajian/Jabatan,2023
25 REVIEWER,REVIEWER,Pusat Pengajian/Jabatan,2023
26 REVIEWER,REVIEWER,Pusat Pengajian/Jabatan,2023
27 PANEL PENILAI,REVIEWER,Pusat Pengajian/Jabatan,2023
28 REVIEWER,REVIEWER,Pusat Pengajian/Jabatan,2023
29 REVIEWER,REVIEWER,Pusat Pengajian/Jabatan,2022
30 PANEL PENILAI,REVIEWER,Pusat Pengajian/Jabatan,2021
31 PANEL PENILAI,REVIEWER,Pusat Pengajian/Jabatan,2021
32 PANEL PENILAI,Penilai,Pusat Pengajian/Jabatan,2019
33 REVIEWER, MBA PROJECT PAPER REVIEWER,Pusat Pengajian/Jabatan,2021
34 REVIEWER,REVIEWER,Pusat Pengajian/Jabatan,2022

AREA OF EXPERTISE

Financial Mathematics
Stochastic Analysis And Modelling
Other Economics, Business And Management N.E.C.

RESEARCH AREA

Financial Derivatives Pricing
Stochastic Processes
Mathematical And Statistical Application

OVERVIEW
I am the Director of DBA and MBM programmes in Othman Yeop Abdullah Graduate School of Business, UUM. My areas of expertise involve financial mathematics, as well as stochastic modelling and analysis. I am also interested in research areas involving data analytics and applied artificial intelligence, in addition to mathematical and statistical applications in business and industry. Currently, I am the Fellow of the Chartered Management Institute (FCMI), United Kingdom. I am also the Managing Editor for The Journal of Global Business Management Review (GBMR), and the reviewer of Mathematical Reviews by American Mathematical Society.
PUBLICATION CHART
LIST OF PUBLICATION
Teh Raihana Nazirah binti Roslan, Sharmila Binti Karim, Noraslinda Fauzi, Noor Azura Ahmad Shauri, (2023). APPRAISAL OF STOCHASTIC PRICING FORMULA FOR HYBRID EQUITY WARRANTS. Advanced International Journal of Business, Entrepreneurship and SMEs , 5(18), 75 - 80.
Teh Raihana Nazirah binti Roslan, Sharmila Binti Karim, (2023). Moneyness Analysis of Hybrid Pricing Formula for Equity Warrants. I-CReST 2023 International Conference on Research and Practices in Science, Technology and Social Sciences: PROCEEDING BOOK, (), 189 - 195.
Tan Kai Xian, Sharmila Binti Karim, Teh Raihana Nazirah binti Roslan, (2023). Post-pandemic analysis for value at risk of real estate investment trust in Malaysia under quantitative approach. Journal of Computational Innovation and Analytics, 2(2), 123 - 144.
HONG CHIA MING , Ch'ng Chee Keong, Teh Raihana Nazirah binti Roslan, (2023). Analytic hierarchy process: A case study of students’ tendency in enrolling TVET programme. AIP conference proceedings, 2500(), 20012-1 - 20012-8.
HONG CHIA MING , Ch'ng Chee Keong, Teh Raihana Nazirah binti Roslan, (2023). Predicting Students’ Inclination to TVET Enrolment Using Various Classifiers. Pertanika Journal of Science and Technology, 31(1), 475 - 493.
Mohd Afandi bin Mat Rani, Mohd Izzat Amsyar Mohd Arif, Mohd Saleh Abbas, Hadiati Fitri, Teh Raihana Nazirah binti Roslan, Dayana Hazwani Mohd Suadi Nata, Nor Diana Mohd Idris, Nur Hafizah Jamaluddin, (2022). MEDIATING ROLE OF SIRC’S INCENTIVE AND TRAINING AMONG ASNAF ENTREPRENEURS TOWARDS BUSINESS COMPETITIVENESS PERFORMANCE: A PLS-SEM APPROACH. Journal of Pharmaceutical Negative Results, 13(9), 5914 - 5923.
Aisyah Syahirah Sawal, Siti Nur Iqmal Ibrahim, Teh Raihana Nazirah binti Roslan, (2022). Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates. Mathematical Modeling and Computing, 9(4), 882 - 891.
HONG CHIA MING , Norhaslinda Binti Zainal Abidin, Ch'ng Chee Keong, Teh Raihana Nazirah binti Roslan, (2022). Measuring the Perception of Secondary School Students in Kedah Towards the Attractiveness of Technical and Vocational Education and Training: A Demographic Analysis. ASM Science Journal, 17(-), 1260 - 1272.
Teh Raihana Nazirah binti Roslan, Ch'ng Chee Keong, (2022). Risk Assessment on Robotic Surgery Using Bayesian Network. Pertanika Journal of Science and Technology, 30(4), 2789 - 2803.
Teh Raihana Nazirah binti Roslan, Maryam Rukayyah Al-Munirah Ayob, Ong Yi Sean, Norzairiah Zainuddin, (2022). RISK OF AIR POLLUTION FROM INDUSTRIALIZATION TOWARDS HEALTH: A COMPARATIVE RISK ASSESSMENT. The EDP Audit, Control, and Security Newsletter, 65(5), 1 - 16.
HONG CHIA MING , Ch'ng Chee Keong, Teh Raihana Nazirah binti Roslan, (2022). Application of the analytic hierarchy process (AHP) on factors that affect students’ enrollment in TVET based on TVET instructors and students’ perspectives. Journal of Language and Linguistic Studies, 18(1), 761 - 774.
HONG CHIA MING , Ch'ng Chee Keong, Teh Raihana Nazirah binti Roslan, (2021). Logistic Regression in Predicting Students' Decision to Enroll in Technical and Vocational Education and Training (TVET). e-Proceedings of the 3rd Young Researchers' Quantitative Symposium 2021, (), 113 - 121.
Zulaiha Ibrahim , Teh Raihana Nazirah binti Roslan, (2021). MARGINAL ANALYSIS OF STATES’ GROSS DOMESTIC PRODUCT (GDP) BY EMPLOYING BEST-FITTED LEAST SQUARE MODEL. e-Proceedings of the 3rd Young Researchers' Quantitative Symposium 2021, 2(), 1 - 409.
Teh Raihana Nazirah binti Roslan, Sharmila Binti Karim, SITI ZULAIHA BINTI IBRAHIM , Ali Fareed Jameel, Zainor Ridzuan Yahya, (2021). Stochastic pricing formulation for hybrid equity warrants. AIMS Mathematics, 7(1), 398 - 424.
Chuah Chin Wei, Joyce Cheah Lynn-Sze, Ch'ng Chee Keong, Teh Raihana Nazirah binti Roslan, (2021). A contemporary teaching and learning approach to enhance active learning using the newly proposed OPA (Optical, Physical and Acoustic) model. Journal of Language and Linguistic Studies, 17(3), 1355 - 1365.
, HONG CHIA MING , Ch'ng Chee Keong, Teh Raihana Nazirah binti Roslan, (2021). Technical and Vocational Education and Training: Malaysia’s Current Scenario and Barriers. e-Proceedings of the 2nd Young Researchers' Quantitative Symposium (YRQS2019): Progressing Quantitative Research towards Sustainable Future, (), 21 - 25.
SITI ZULAIHA BINTI IBRAHIM , Teh Raihana Nazirah binti Roslan, Ali Fareed Jameel, (2021). A Comprehensive Literature Review on Pricing Equity Warrants Using Stochastic Approaches. Universal Journal of Accounting and Finance , 9(3), 396 - 404.
Teh Raihana Nazirah binti Roslan, Ch'ng Chee Keong, Chuah Chin Wei, (2021). Understanding Students’ Intention to Engage in Deep Learning: Application of the Theory of Planned Behaviour. Elementary Education Online, 20(4), 490 - 501.
Teh Raihana Nazirah binti Roslan, SITI ZULAIHA BINTI IBRAHIM , Sharmila Binti Karim, (2020). Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics. Kuala Lumpur Malaysia Dec 17-18, 2020, Part XII, 12(), 1720 - 1724.
Teh Raihana Nazirah binti Roslan, SITI ZULAIHA BINTI IBRAHIM , Sharmila Binti Karim, (2020). Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics . International Journal of Mathematical, Computational Science and Engineering, 14(11), 133 - 136.
Jiling Cao, Teh Raihana Nazirah binti Roslan, Wenjun Zhang, (2020). THE VALUATION OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY, STOCHASTIC INTEREST RATE AND FULL CORRELATION STRUCTURE. Journal of the Korean Mathematical Society, 57(5), 1167 - 1186.
Teh Raihana Nazirah binti Roslan, Ali Fareed Jameel, SITI ZULAIHA BINTI IBRAHIM , (2020). MODELING THE PRICE OF HYBRID EQUITY WARRANTS UNDER STOCHASTIC VOLATILITY AND INTEREST RATE . COMPUSOFT: International Journal of Advanced Computer Technology, 9(3), 3586 - 3589.
Teh Raihana Nazirah binti Roslan, Mohd Salmi Md Noorani, (2018). Analysis of Polynucleotide Sequences for Fuzzy Genomes: A Juxtaposition of Two Fuzzy Approaches. Journal of Social Science Research, Special Issue(6), 670 - 675.
Jiling Cao, Teh Raihana Nazirah binti Roslan, Wenjun Zhang, (2018). Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching. Methodology and Computing in Applied Probability, 20(4), 1359 - 1379.
Teh Raihana Nazirah binti Roslan, (2017). Analytical pricing formulas for hybrid variance swaps with regime-switching. Elevating the Power of Mathematics and Statistics, 1905(030031), 1 - 6.
Teh Raihana Nazirah binti Roslan, (2017). A stochastic hybrid model for pricing forward-start variance swaps. Elevating the Power of Mathematics and Statistics, 1905(030030), 1 - 6.
Teh Raihana Nazirah binti Roslan, (2017). ON THE PRICING OF FORWARD-START VARIANCE SWAPS WITH STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATE. Far East Journal of Mathematical Sciences, 102(12), 3223 - 3240.
Jiling Cao, Guanghua Lian, Teh Raihana Nazirah binti Roslan, (2016). Pricing variance swaps under stochastic volatility and stochastic interest rate. Applied Mathematics and Computation , 277(-), 72 - 81.
RESEARCH PIE
LIST OF RESEARCH
APPRAISING OF STOCHASTIC PRICING FORMULA FOR HYBRID EQUITY WARRANTS (2023), Leader, Kementerian/agensi lain
DEVELOPING A MODEL FOR HOUSING DECISIONS PREDICTIONS OF BUY OR RENT (BoR) USING ARTIFICAL INTELLIGENCE (2022), Member, Industri
NEW GENERALIZED BALL CURVES REPRESENTATIONS ALGORITHM BY USING LEAST SQUARE METHOD AND APPLICATION TO LOGISTIC GROWTH MODEL (2022), Member, Kpt
MODELLING PRICING FRAMEWORK FOR SOME EXOTIC OPTIONS WITH STOCHASTIC PROCESSES USING STOCHASTIC CALCULUS (2020), Member, Lain-lain
A NEW CLASSIFICATION TREE MODEL WITH PRIORITIZED FACTORS FOR PREDICTING STUDENTS' TENDENCIES IN CHOOSING TECHNICAL AND VOCATIONAL EDUCATION AND TRAINING (TVET) (2020), Member, Kpt
A CONTEMPORARY TEACHING & LEAKNING APPROACH TO ENHANCE ACTIVE LEARNING IN MEDIA & SOCIETY COURSE USING THE NEWLY PROPOSE O-P-A MODEL (2019), Member, Universiti
DYNAMIC PRICING FORMULATION FOR HYBRID EQUITY WARRANTS (2019), Leader, Kpt
A Stochastic Hybric Model For Pricing Forward-Start Variance Swaps (2017), Leader, Universiti
CONSULTATION
Year Title Membership Funder Level Status
INTELLECTUAL PROPERTIES
Year Reference No IP Type Title of Inventor (Principal Inventor/Member) Status of IP
2021 20210380 Copyright A New Classification Tree Model with Prioritized Factors for Predicting Students' Tendencies in Choosing Technical and Vocational Education and Training (TVET). - ( MEMBER ) FILED
UNDERGRADUATE
Course Code Course Name
SQQM1034 Calculus i
SQQM1023 Managerial mathematics
SQMX4908 Practicum
SQQS1013 Elementary statistics
SQQM1073 Bussiness mathematics
SQMX3908 Practicum
SQQM1063 Discrete mathematics
POSTGRADUATE
Course Code Course Name
SQQM5013 Risk analysis
ODMR6013 Business research methods
BDMI8013 Research proposal construction
BDMX8023 Business consultation
BDMZ8024 Dissertation
BDMZ89949 Dissertation
OQQP6013 Decision making in business
ODMR6023 Research methods
ODMX6996 Internship/work placement
ODMZ6146 Business consultancy project
SUPERVISION
Matric Name Status Title
826027 SITI ZULAIHA BINTI IBRAHIM Completed Dynamic Hybrid Pricing Formulation for Equity Warrants.
826231 NURUL HIDAYAH BINTI ISMAIL Not Active Pricing Hybrid Variance Swaps With 312 Stochastic Volatility Model with Jumps and Stochastic Interest Rate
826741 noorazila abd razak Completed The readiness of ANGKASA in adopting digital marketing: from employees' perspective
826758 NUR SYAFIKA BINTI MOHD SHARIFF Completed The impact of e-commerce on Banking sectors in term of customer satisfaction
828607 MARDIANA BINTI ISHAK Completed Small Medium Enterprise Retailers Satisfaction Towards the Service Quality of Property Management in Malaysia
829034 Mohd Idris b.Mohamed Yusof Completed STUDY ON WASTE COLLECTION IN KLANG SELANGOR: PERSPECTIVE OF CUSTOMERS SATISFACTION TOWARDS SERVICE QUALITY
829061 FATHIMAH BINTI ALIAS Completed Determinants On Demand Of Life Takaful Among Malaysians
829483 NLEND AMIRA MOUSTAPHA Completed The Importance of Proper Staff Recruitment and Employee Training Process
829489 Hani Sofia Binti Tarmidi Deferred Accessing Adoption Levels of E-Billing by Indah Water Konsortium in Klang Valley
830217 Suzana Bt Abu Bakar Completed Islamic Inheritance
831763 Goh Yee Ying Active Title will be updated later
832328 Nur Ashikin Binti Ashari Active Human Resource
904567 MUHAMMAD NAJIB BIN MAT SAAD Not Active The Relationship Between Investors Attributes and Investment Performance: A Moderating Effect of ESG Awareness in Malaysia Stock Exchange.
904878 LENI CAHYATI BINTI AHMAD SURYANTO Active Factors Affecting work stress among private sector employees in Malaysia
905928 Rishitharan Muniandy Active Factors influencing job satisfaction among plantation workers in IOI Plantation and Sime Darby Plantation in Johor. A case study of an oil palm plantation state
907428 GOH WEI KANG Active Factors affecting tourist adoption of carbon footprint tracking technology for carbon neutral tourism in China
826073 HONG CHIA MING Completed Classification of Malaysian Students' Tendency in Choosing TVET After Secondary School using Analytic Hierarchy Process and Decision Tree Model: A Case Study in Northern Part of Malaysia.
903911 Tan Siao Fong Not Active Big Data Analytics Determinants, Business Value and Firm Performance: A Study from Resource Quality Prespective among Malaysia Shared Services Centres
 
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